I have a laser rangefinder on my robot and I need to compute the speed of the detected object. I have seen many different filters for that, but all of them apply only to offline data, or introduce delay as they rely on past and future points, like (Xn+1 - Xn-1)/2Tn.
I am using this signal for controlling the position of a drone so no delay is allowed. When I researched, the type of filter that I need is described as:
But I never found an actual implementation of such a filter.
I guess a Kalman filter would fit, but that's a big beast and I am not familiar with its math, so if something simpler existed I would be happy.
How do I implement such a filter ? Is there one such filter already implemented in a library, in any language (but preferably Python) ?